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1
How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?
Bjerk, David
-
2009
Researchers are often interested in estimating the causal effect of some treatment on individual criminality. For example, two recent relatively prominent papers have attempted to estimate the respective direct effects of marriage and gang participation on individual criminal activity. One...
Persistent link: https://www.econbiz.de/10010271337
Saved in:
2
Health and Wealth of Elderly Couples : Causality Tests Using Dynamic
Panel
Data Models
Michaud, Pierre-Carl
;
van Soest, Arthur
-
2004
causality in dynamic
panel
data models incorporating unobserved heterogeneity. While Adams et al. tests reject the hypothesis of … no causality from wealth to husband's or wife's health, the tests in the dynamic
panel
data model do not provide evidence …
Persistent link: https://www.econbiz.de/10010262057
Saved in:
3
MIMIC models,
cointegration
and error correction: an application to the French shadow economy
Bühn, Andreas
;
Schneider, Friedrich G.
-
2008
differences. Arguably, this shortcoming is rooted in the lack of an appropriate MIMIC model which considers
cointegration
among … variables. This paper develops a MIMIC model which estimates the
cointegration
equilibrium relationship and the error correction …
Persistent link: https://www.econbiz.de/10010276685
Saved in:
4
How much should we trust linear instrumental variables estimators? An application to family size and children's education
Mogstad, Magne
;
Wiswall, Matthew
-
2009
variable (IV)
estimation
. We show that tests for treatment effects, selection bias, and treatment effect heterogeneity are …
Persistent link: https://www.econbiz.de/10010269608
Saved in:
5
Bias corrections for two-step fixed effects
panel
data estimators
Fernández-Val, Iván
;
Vella, Francis
-
2007
This paper introduces bias-corrected estimators for nonlinear
panel
data models with both time invariant and time …
Persistent link: https://www.econbiz.de/10010268162
Saved in:
6
A computationally practical simulation
estimation
algorithm for dynamic
panel
data models with unobserved endogenous state variables
Keane, Michael P.
;
Sauer, Robert M.
-
2009
This paper develops a simulation
estimation
algorithm that is particularly useful for estimating dynamic
panel
data …
Persistent link: https://www.econbiz.de/10010271244
Saved in:
7
Joining
panel
data with cross-sections for efficiency gains: an application to a consumption equation for Nicaragua
Bruno, Randolph Luca
;
Stampini, Marco
-
2007
estimation
efficiency while properly tackling the potential bias due to unobserved individual characteristics. We propose an … clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with
panel
data …. This reduces the standard errors of the
estimation
coefficients and might increase their significance as well, otherwise …
Persistent link: https://www.econbiz.de/10010271885
Saved in:
8
Consistent
estimation
of the fixed effects ordered logit model
Baetschmann, Gregori
;
Staub, Kevin E.
;
Winkelmann, Rainer
-
2011
The paper re-examines existing estimators for the
panel
data fixed effects ordered logit model, proposes a new one, and …
Persistent link: https://www.econbiz.de/10010276790
Saved in:
9
Pinning down the value of statistical life
Kniesner, Thomas J.
;
Viscusi, William Kip
;
Woock, …
-
2007
applying
panel
data, a new and more accurate fatality risk measure, and systematic selection of
panel
estimator in our research …
Persistent link: https://www.econbiz.de/10010277313
Saved in:
10
A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China
Giles, John T.
;
Murtazashvili, Irina
-
2012
This paper proposes a parametric approach to estimating a dynamic binary response
panel
data model that allows for …
Persistent link: https://www.econbiz.de/10010289957
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